When you analyse the results of an experiment you have to explain what you have observed. In that sense, you must come up with a theory that explains your observations. It does not have to be, and rarely is, a NEW theory though! But you may be able to come up with alternative ways to interpret the results. For instance in solar physics, while the fundamental laws of physics always apply, there are different ways of thinking about how best to consider them to explain the complex processes that we can observe in the Sun’s atmosphere.
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